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~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Jaschke, Stefan R."
~subject:"Arbeitsmarkt"
~subject:"Schätzung"
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Jaschke, Stefan R.
Herwartz, Helmut
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
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A note on stochastic
volatility
, GARCH models, and hyperbolic distributions
Jaschke, Stefan R.
-
1997
We establish a relation between stochastic
volatility
models and the class of generalized hyperbolic distributions …
Persistent link: https://www.econbiz.de/10009577459
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